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fincore.attribution

Attribution capabilities are direct kernels grouped by analytical method:

  • brinson: allocation and selection attribution;
  • fama_french: factor-model attribution;
  • style: style analysis;
  • performance: portfolio performance attribution;
  • operations: direct operation registration.
from fincore.attribution.performance import perf_attrib

Inputs and outputs retain labelled pandas structures so reporting and downstream analysis can reconcile them without a façade-specific object.